QGRW vs. DTH
QGRW (WisdomTree U.S. Quality Growth Fund) and DTH (WisdomTree International High Dividend Fund) are both exchange-traded funds - QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index, while DTH is a Foreign Large Cap Equities fund tracking the WisdomTree International High Dividend Index. Both are passively managed. Over the past 3 years, QGRW returned 26.27%/yr vs 19.94%/yr for DTH. At a 0.43 correlation, their price movements are largely independent. QGRW charges 0.28%/yr vs 0.58%/yr for DTH.
Performance
QGRW vs. DTH - Performance Comparison
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Returns By Period
In the year-to-date period, QGRW achieves a 10.35% return, which is significantly higher than DTH's 9.75% return.
QGRW
- 1D
- 0.15%
- 1M
- -0.58%
- YTD
- 10.35%
- 6M
- 11.58%
- 1Y
- 29.61%
- 3Y*
- 26.27%
- 5Y*
- —
- 10Y*
- —
DTH
- 1D
- 0.23%
- 1M
- 1.33%
- YTD
- 9.75%
- 6M
- 12.10%
- 1Y
- 26.53%
- 3Y*
- 19.94%
- 5Y*
- 11.78%
- 10Y*
- 9.50%
QGRW vs. DTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
QGRW WisdomTree U.S. Quality Growth Fund | 10.35% | 19.20% | 34.85% | 56.05% | -3.07% |
DTH WisdomTree International High Dividend Fund | 9.75% | 42.37% | 2.31% | 15.03% | -0.88% |
Correlation
The correlation between QGRW and DTH is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022 | 0.44 |
QGRW vs. DTH - Sectors Allocation Comparison
Sectors
QGRW
DTH
Technology
Communication Services
Consumer Cyclical
Industrials
Healthcare
Financial Services
Energy
Consumer Defensive
Utilities
Basic Materials
-
Real Estate
-
Technology
QGRW
DTH
Communication Services
QGRW
DTH
Consumer Cyclical
QGRW
DTH
Industrials
QGRW
DTH
Healthcare
QGRW
DTH
Financial Services
QGRW
DTH
Energy
QGRW
DTH
Consumer Defensive
QGRW
DTH
Utilities
QGRW
DTH
Basic Materials
QGRW
-
DTH
Real Estate
QGRW
-
DTH
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Return for Risk
QGRW vs. DTH — Risk / Return Rank
QGRW
DTH
QGRW vs. DTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) and WisdomTree International High Dividend Fund (DTH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| QGRW | DTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.44 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.35 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 2.79 | -0.99 |
| Martin ratioReturn relative to average drawdown | 6.86 | 10.07 | -3.20 |
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Drawdowns
QGRW vs. DTH - Drawdown Comparison
The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum DTH drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for QGRW and DTH.
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Drawdown Indicators
| QGRW | DTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.40% | -64.20% | +39.80% |
Max Drawdown (1Y)Largest decline over 1 year | -15.44% | -9.14% | -6.30% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -12.23% | -12.17% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.75% | — |
Current DrawdownCurrent decline from peak | -5.67% | -1.64% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -15.14% | +11.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 2.53% | +1.51% |
Volatility
QGRW vs. DTH - Volatility Comparison
WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 7.09% compared to WisdomTree International High Dividend Fund (DTH) at 4.33%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than DTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| QGRW | DTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.09% | 4.33% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 10.81% | +4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 13.04% | +5.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 15.22% | +5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.20% | 17.05% | +4.15% |
QGRW vs. DTH - Expense Ratio Comparison
QGRW has a 0.28% expense ratio, which is lower than DTH's 0.58% expense ratio.
Dividends
QGRW vs. DTH - Dividend Comparison
QGRW's dividend yield for the trailing twelve months is around 0.08%, less than DTH's 3.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTH WisdomTree International High Dividend Fund | 3.39% | 3.80% | 5.41% | 5.63% | 5.70% | 4.72% | 3.75% | 4.27% | 4.62% | 3.72% | 4.14% | 4.38% |
QGRW WisdomTree U.S. Quality Growth Fund | 0.08% | 0.09% | 0.14% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QGRW and DTH have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QGRW has higher volatility (7.09%) compared to DTH (4.33%). In terms of maximum drawdown, QGRW dropped -24.40% vs DTH's -64.20%.
On 3-year performance, QGRW leads with 26.27% vs 19.94% for DTH. On fees, QGRW is cheaper at 0.28% per year. On volatility, DTH has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, QGRW has performed better with a 26.27% return vs 19.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QGRW is cheaper with a 0.28% expense ratio, compared with 0.58% for DTH.
DTH has the higher dividend yield at 3.39%, compared with 0.08% for QGRW.
QGRW is categorized as Large Cap Growth Equities, while DTH is Foreign Large Cap Equities. QGRW tracks WisdomTree U.S. Quality Growth Index, while DTH tracks WisdomTree International High Dividend Index. Their fees differ too: 0.28% for QGRW and 0.58% for DTH.
DTH currently has the higher Sharpe Ratio (1.96 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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